Fluctuations of interface statistical physics models applied to a stock market model

In this paper, applying the theory of fluctuations of the interfaces for statistical physics lattice models, we construct a financial model and use this financial model to describe the behavior or fluctuations of a stock price process in a stock market. By using the methods of statistical physics and under some conditions, we show that the finite dimensional distribution of a normalized random process for this financial model converges to the corresponding distribution of the Black–Scholes model.